Abstract
Research and development of automatic trading systems are becoming more frequent, as they can reach a high potential for predicting market movements. The use of these systems allows to manage a huge amount of data related to the factors that affect investment performance (macroeconomic variables, company information, industry indicators, market variables, etc.), while avoiding psychological reactions of traders when investing in financial markets.Movements in stock markets are continuous throughout each day, which requires trading systems must be supported by more powerful engines, since the amount of data to process grows, while the response time required to support operations is shortened. In this chapter we present two parallel implementations of a GA based trading system. The first uses a Grid Volunteer System based on BOINC and the second one takes advantage of a Graphic Processing Unit implementation.
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Contreras, I., Hidalgo, J.I., Nuñez-Letamendía, L., Jiang, Y. (2012). Parallel Architectures for Improving the Performance of a GA Based Trading System. In: Fernández de Vega, F., Hidalgo Pérez, J., Lanchares, J. (eds) Parallel Architectures and Bioinspired Algorithms. Studies in Computational Intelligence, vol 415. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28789-3_9
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